"We activate it to check if it's working properly" is bulls---. It should come in a sealed box. You should get a refund or exchange for a new one. All my iPhones came from Apple, and they all came in sealed boxes. In addition I got them at an Apple Store in Toronto, Ontario. This included a phone inspection to make sure nothing was wrong. Brand new phones have a type of plastic protector around the whole phone to prevent damage. If I discover something is wrong, I'm right there.
Put it this way. Caveat Emptor if you get anything unsealed like that. But I would definitely switch it out for a sealed version.
Another possibility is someone returned it, and the seller resold it to you.
Back up the phone and then take it back and get a new one that hasn't been tampered with.
Mr. Black is correct in his post. I forgot to add the stolen factor.